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Deconvolution Problems

  • Joel L. Horowitz
Part of the Lecture Notes in Statistics book series (LNS, volume 131)

Abstract

This chapter is concerned with estimating the distribution of a random variable U when one observes realizations not of U but of W = U +ε, where ε is random variable that is independent of U. Such estimation problems are called deconvolution problems because the distribution of the observed random variable, W, is the convolution of the distributions of U and ε. Estimating the distribution of U requires deconvoluting the distribution of the observed random variable W.

Keywords

Characteristic Function Consistent Estimator Nonparametric Estimator Monte Carlo Experiment Deconvolution Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Joel L. Horowitz
    • 1
  1. 1.Department of EconomicsUniversity of IowaIowa CityUSA

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